Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/12/2024 | 0.48% | 105.11 % | 105.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 524,406 CHF | 526,906 CHF | 100.00% | 100.00% |
19/12/2024 | 0.47% | 105.26 % | 105.76 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,350 CHF | 528,850 CHF | 99.78% | 99.78% |
18/12/2024 | 0.47% | 105.76 % | 106.26 % | 500,000 | 500,000 | 500,000 | 500,000 | 528,493 CHF | 530,993 CHF | 96.60% | 96.60% |
17/12/2024 | 0.47% | 105.56 % | 106.06 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,821 CHF | 530,321 CHF | 98.47% | 98.47% |
16/12/2024 | 0.47% | 105.46 % | 105.96 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,702 CHF | 530,202 CHF | 100.00% | 100.00% |
13/12/2024 | 0.47% | 105.38 % | 105.88 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,986 CHF | 529,486 CHF | 100.00% | 100.00% |
12/12/2024 | 0.47% | 105.43 % | 105.93 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,020 CHF | 529,520 CHF | 100.00% | 100.00% |
11/12/2024 | 0.47% | 105.33 % | 105.83 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,500 CHF | 529,000 CHF | 100.00% | 100.00% |
10/12/2024 | 0.47% | 105.33 % | 105.83 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,090 CHF | 529,590 CHF | 98.25% | 98.25% |
09/12/2024 | 0.47% | 105.31 % | 105.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,105 CHF | 529,605 CHF | 100.00% | 100.00% |